Description Usage Arguments Value Author(s) Examples
The function coordProf_UQ computes the profile extrema functions for posterior realizations of a Gaussian process and its confidence bounds
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object |
either a km model or a list containing partial results. If |
threshold |
the threshold of interest |
allResMean |
a list resulting from |
quantiles_uq |
a vector containing the quantiles to be computed |
options_approx |
an optional list of options for approxMaxMin, see approxMaxMin for details. |
options_full_sims |
an optional list of options for getAllMaxMin, see getAllMaxMin for details. If NULL the full computations are not excuted. NOTE: this computations might be very expensive! |
options_sims |
an optional list of options for the posterior simulations.
|
options_bound |
an optional list containing |
plot_level |
an integer to select the plots to return (0=no plots, 1=basic plots, 2= all plots) |
plot_options |
an optional list of parameters for plots. See setPlotOptions for currently available options. |
return_level |
an integer to select the amount of details returned |
If return_level=1 a list containing
profSups:
an array dxfullDesignSizexnsims
containing the profile sup for each coordinate for each realization.
profInfs:
an array dxfullDesignSizexnsims
containing the profile inf for each coordinate for each realization.
prof_quantiles_approx:
a list containing the quantiles (levels set by quantiles_uq
) of the profile extrema functions.
if return_level=2 the same list as above but also including more:
a list containing
times:
a list containing
tSpts:
computational time for selecting pilot points.
tApprox1ord:
vector containing the computational time required for profile extrema computation for each realization
simuls:
a matrix containing the value of the field simulated at the pilot points
sPts:
the pilot points
Dario Azzimonti
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 | if (!requireNamespace("DiceKriging", quietly = TRUE)) {
stop("DiceKriging needed for this example to work. Please install it.",
call. = FALSE)
}
# Compute a kriging model from 50 evaluations of the Branin function
# Define the function
g<-function(x){
return(-branin(x))
}
gp_des<-lhs::maximinLHS(20,2)
reals<-apply(gp_des,1,g)
kmModel<-km(design = gp_des,response = reals,covtype = "matern3_2")
threshold=-10
d<-2
# Compute coordinate profiles UQ starting from GP model
# define simulation options
options_sims<-list(algorithm="B", lower=rep(0,d), upper=rep(1,d),
batchsize=80, optimcontrol = list(method="genoud",pop.size=100,print.level=0),
integcontrol = list(distrib="sobol",n.points=1000), nsim=150)
# define 1 order approximation options
init_des<-lhs::maximinLHS(15,d)
options_approx<- list(multistart=4,heavyReturn=TRUE,
initDesign=init_des,fullDesignSize=100,
smoother="1order")
# define plot options
options_plots<-list(save=FALSE, titleProf = "Coordinate profiles",
title2d = "Posterior mean",qq_fill=TRUE)
## Not run:
# profile UQ on approximate coordinate profiles
cProfiles_UQ<-coordProf_UQ(object = kmModel,threshold = threshold,allResMean = NULL,
quantiles_uq = c(0.05,0.95),options_approx = options_approx,
options_full_sims = NULL,options_sims = options_sims,
options_bound = NULL,plot_level = 3,
plot_options = options_plots,return_level = 3)
# profile UQ on full optim coordinate profiles
options_full_sims<-list(multistart=4,heavyReturn=TRUE)
cProfiles_UQ_full<-coordProf_UQ(object = cProfiles_UQ,threshold = threshold,allResMean = NULL,
quantiles_uq = c(0.05,0.95),options_approx = options_approx,
options_full_sims = options_full_sims,options_sims = options_sims,
options_bound = NULL,plot_level = 3,
plot_options = options_plots,return_level = 3)
# profile UQ on full optim coordinate profiles with bound
cProfiles_UQ_full_bound<-coordProf_UQ(object = cProfiles_UQ_full,threshold = threshold,
allResMean = NULL, quantiles_uq = c(0.05,0.95),
options_approx = options_approx,
options_full_sims = options_full_sims,
options_sims = options_sims,
options_bound = list(beta=0.024,alpha=0.05),
plot_level = 3, plot_options = options_plots,
return_level = 3)
## End(Not run)
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